Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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  Año 2009, Vol. 19, Número 3

  • Optimal scalings for local Metropolis�Hastings chains on nonproduct targets in high dimensions.

    Alexandros Beskos, Gareth Roberts, Andrew Stuart

    págs. 863-898

    

  • A Khasminskii type averaging principle for stochastic reaction�diffusion equations.

    Sandra Cerrai

    págs. 899-948

    

  • Efficient importance sampling for binary contingency tables.

    Jose H. Blanchet

    págs. 949-982

    

  • Selling a stock at the ultimate maximum.

    Jacques Du Toit, Goran Peskir

    págs. 983-1014

    

  • On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk.

    Isaac Meilijson

    págs. 1015-1025

    

  • An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs.

    Hideyuki Tanaka, Arturo Kohatsu-Higa

    págs. 1026-1062

    

  • Asymptotics of input-constrained binary symmetric channel capacity.

    Guangyue Han, Brian Marcus

    págs. 1063-1091

    

  • Effective resistance of random trees.

    Louigi Addario-Berry, Nicolas Broutin, Gábor Lugosi

    págs. 1092-1107

    

  • Asymptotic normality of plug-in level set estimates.

    David M. Mason, Wolfgang Polonik

    págs. 1108-1142

    

  • Gaussian perturbations of circle maps: A spectral approach.

    John Mayberry

    págs. 1143-1171

    

  • Uniform observability of hidden Markov models and filter stability for unstable signals.

    Ramon Van Handel

    págs. 1172-1199

    

  • On the convergence to equilibrium of Kac�s random walk on matrices.

    Roberto Imbuzeiro Oliveira

    págs. 1200-1231

    

  • Genealogy of catalytic branching models.

    Andreas Greven, Lea Popovic, Anita Winter

    págs. 1232-1272